The course time is 18:00 pm -20:30 pm on the course day. (UTC+08:00)

We will meet via Tencent Conference, and the conference number is 680 6481 8622.

Recording Notes (under construction….)

The tentative schedule is as follows:

• June 29

  • Probability and statistics (subjective probability and objective probability)

    • Objective probability, the basis of probability theory (the first three lectures of kc border’s textbook)

    • Sets of cardinal number and the sum of series (conditional convergence, absolute convergence, Cauchy condensation test, and Completeness)

    • Foundation of Measure

• June 30

  • Foundation of Measure Theory 1

    • Terence Tao's An Introduction to Measure Theory 1.1-1.2

• July 2

  • Foundation of Measure Theory 2

    • Terence Tao's An Introduction to Measure Theory 1.2-1.3

• July 5

  • Measurable set, event, integral, expectation, and independence

    • Terence Tao’s An Introduction to Measure Theory 1.4

    • Probability and Martingales ch2-ch6

• July 7

  • limit theorem, conditional probability and martingale, sampling theorem, probability and martingale

• July 12

  • Subjective probability (commutability, likelihood ratio, Rao lower bound) kc border’s notes, and ch11-ch12 of Probability and Martingales

• July 14

  • Subjective probability 2 (equivalent probability measure, etc., entropy), Kc border’s notes, and ch13-ch14 of Probability and Martingales

• July 16

  • maximum likelihood estimation and Bayesian estimation, Kc Border’s notes and ch15 of Probability and Martingales

• July 19

  • Introduction to Gaussian distribution family, linear algebra, projection operator, etc., simple introduction of the concept of IV

• July 21

  • Introduction to Orthogonal and projection, multivariate normal distribution, t statistic, etc.

  • Introduction to the distribution of statistical variables in Hansen’s textbook

• July 23

  • Regression, projection and preliminary instrumental variable method and other measurement tools, end of Kc Border's notes on Probability and Stats

• July 26

  • Instrumental variables and sequential statistics, own notes

• July 28

  • A brief review of OLS, corresponding proofs, and preliminary panels from Hansen’s textbook

• July 30

  • Panel 2 Hansen’s textbook

• August 2

  • Panel 3 Hansen’s textbook

• August 4

  • Panel 4 Hansen’s textbook

• August 6

  • instrumental variable 1 Hansen’s textbook

• August 9

  • Instrumental Variables 2 Hansen’s textbook

• August 11

  • Instrumental Variable 3 Hansen’s textbook

• August 14

  • Instrumental Variables 4 Hansen’s textbook

• August 16

  • DID 1 Hansen’s textbook

• August 18

  • DID 2 Hansen’s textbook

• August 20

  • SVM1, own notes